ICE US Dollar Index Future March 2017
Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
103.090 |
103.285 |
0.195 |
0.2% |
101.580 |
High |
103.625 |
103.375 |
-0.250 |
-0.2% |
103.535 |
Low |
102.975 |
102.750 |
-0.225 |
-0.2% |
100.635 |
Close |
103.288 |
103.029 |
-0.259 |
-0.3% |
102.924 |
Range |
0.650 |
0.625 |
-0.025 |
-3.8% |
2.900 |
ATR |
0.888 |
0.869 |
-0.019 |
-2.1% |
0.000 |
Volume |
29,634 |
21,098 |
-8,536 |
-28.8% |
194,459 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.926 |
104.603 |
103.373 |
|
R3 |
104.301 |
103.978 |
103.201 |
|
R2 |
103.676 |
103.676 |
103.144 |
|
R1 |
103.353 |
103.353 |
103.086 |
103.202 |
PP |
103.051 |
103.051 |
103.051 |
102.976 |
S1 |
102.728 |
102.728 |
102.972 |
102.577 |
S2 |
102.426 |
102.426 |
102.914 |
|
S3 |
101.801 |
102.103 |
102.857 |
|
S4 |
101.176 |
101.478 |
102.685 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.065 |
109.894 |
104.519 |
|
R3 |
108.165 |
106.994 |
103.722 |
|
R2 |
105.265 |
105.265 |
103.456 |
|
R1 |
104.094 |
104.094 |
103.190 |
104.680 |
PP |
102.365 |
102.365 |
102.365 |
102.657 |
S1 |
101.194 |
101.194 |
102.658 |
101.780 |
S2 |
99.465 |
99.465 |
102.392 |
|
S3 |
96.565 |
98.294 |
102.127 |
|
S4 |
93.665 |
95.394 |
101.329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.625 |
102.100 |
1.525 |
1.5% |
0.806 |
0.8% |
61% |
False |
False |
41,538 |
10 |
103.625 |
99.250 |
4.375 |
4.2% |
0.967 |
0.9% |
86% |
False |
False |
28,908 |
20 |
103.625 |
99.250 |
4.375 |
4.2% |
0.884 |
0.9% |
86% |
False |
False |
16,925 |
40 |
103.625 |
95.820 |
7.805 |
7.6% |
0.826 |
0.8% |
92% |
False |
False |
9,088 |
60 |
103.625 |
95.210 |
8.415 |
8.2% |
0.715 |
0.7% |
93% |
False |
False |
6,179 |
80 |
103.625 |
94.365 |
9.260 |
9.0% |
0.665 |
0.6% |
94% |
False |
False |
4,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.031 |
2.618 |
105.011 |
1.618 |
104.386 |
1.000 |
104.000 |
0.618 |
103.761 |
HIGH |
103.375 |
0.618 |
103.136 |
0.500 |
103.063 |
0.382 |
102.989 |
LOW |
102.750 |
0.618 |
102.364 |
1.000 |
102.125 |
1.618 |
101.739 |
2.618 |
101.114 |
4.250 |
100.094 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
103.063 |
103.063 |
PP |
103.051 |
103.051 |
S1 |
103.040 |
103.040 |
|